Tetsuo KUROSAKI, Senior Economist | Cited by 207 | of International Monetary Fund, Washington, D.C. | Read 17 publications | Contact Tetsuo KUROSAKI.
BOJ · 学歴: State University of New York at Stony Brook · 場所: 日本 · LinkedInのつながり146人。10億人のメンバーを擁するプロフェッショナルコミュニティで ...
Works (6) · Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy? · Is the effectiveness of government bonds as a diversifier ...
Tetsuo Kurosaki · Systematic risk measurement in the global banking stock market with time series analysis and CoVaR. Tetsuo Kurosaki , Young Shin Kim.
Apr 25, 2024 · List of computer science publications by Tetsuo Kurosaki.
We reinvestigate the classic portfolio optimization problem where the notion of portfolio risk is captured by the 'Foster–Hart risk'—a new, bankruptcy-proof, ...
Tetsuo Kurosaki · Lives in Kyoto, Japan · Single · See more about Tetsuo.
5:“How has the relationship between oil and the US stock market changed after the Covid-19 crisis? ” with Tetsuo Kurosaki, 2020, Finance Research Letters.
Nov 22, 2024 · ... Tetsuo Kurosaki (tetsuokurosaki@gmail.com) and Young Shin Kim (aaron.kim@stonybrook.edu) Additional contact information. Tiantian Li: SUNY ...
This paper studies portfolio optimization of cryptocurrencies by employing a union of sophisticated time series models and risk measures.